+132.5%
GOOGL vs DLR
+40.9%
+91.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.9% | +2.9% | -4.8% | -2.8% |
| 30D | -7.5% | -1.2% | -6.3% | -7.2% |
| 3M | -9.2% | +2.9% | -12.1% | -10.9% |
| 6M | +8.1% | +6.7% | +1.4% | +4.7% |
| YTD | +5.8% | +23.9% | -18.0% | -3.3% |
| 1Y | +38.3% | +18.6% | +19.7% | +28.1% |
| 3Y | +144.8% | +59.7% | +85.1% | +96.7% |
| 5Y | +132.5% | +42.1% | +90.5% | +93.8% |
| All | +132.5% | +40.9% | +91.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling